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Economics 421/521: Econometrics (Winter 2011, University of Oregon). Instructor: Professor Mark Thoma. This course is a continuation of the econometrics sequence.
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Description
The first course, EC 420/520, introduces the linear regression model and discusses estimation and testing under (mostly) ideal conditions. This course looks at what happens when the conditions are less than ideal due to departures from the assumptions necessary for ordinary least squares to be the best linear unbiased estimator, and then provides alternative regression techniques that address problems arising from the violations of the basic assumptions.
(from economistsview.typepad.com)
Course content
- Lecture 01 – Review of regression models, Assumptions required for estimates to be BLUE Unlimited
- Lecture 02 – Review of hypothesis testing, Heteroskedasticity Unlimited
- Lecture 03 – Heteroskedasticity Unlimited
- Lecture 04 – Heteroskedasticity Unlimited
- Lecture 05 – Heteroskedasticity Unlimited
- Lecture 06 – Heteroskedasticity, Autocorrelation Unlimited
- Lecture 07 – Autocorrelation Unlimited
- Lecture 08 – Autocorrelation Unlimited
- Lecture 09 – Autocorrelation, Answer questions on material for exam Unlimited
- Lecture 10 – Autocorrelation, Stochastic Regressors and Measurement Errors Unlimited
- Lecture 11 – Stochastic Regressors and Measurement Errors Unlimited
- Lecture 12 – Stochastic Regressors and Measurement Errors Unlimited
- Lecture 13 – Simultaneous Equations Estimation Unlimited
- Lecture 14 – Simultaneous Equations Estimation Unlimited
- Lecture 15 – Simultaneous Equations Estimation Unlimited
- Lecture 16 – Simultaneous Equations Estimation, Limited and Qualitative Dependent Variables Unlimited
- Lecture 17 – Limited and Qualitative Dependent Variables Unlimited
- Lecture 18 – Limited and Qualitative Dependent Variables Unlimited
- Lecture 19 – Review for final Unlimited
Instructor
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